Gromov-Wasserstein Distances: Entropic Regularization, Duality, and Sample Complexity.

Research Seminar: “Gromov-Wasserstein Distances: Entropic Regularization, Duality, and Sample Complexity”

We have the privilege of hosting an insightful talk by Bharath Sriperumbudur on Tuesday, 28/11/2023 at 14:00 at Telecom Paris.
This talk promises to be a valuable opportunity for learning and discussion in the field of optimal transport theory.


Tuesday 28 November 2023, 2.00pm – 3.30pm
Télécom Paris, Palaiseau (Amphitheater 7)
(on site)
Gromov-Wasserstein Distances: Entropic Regularization, Duality, and Sample Complexity.

The Gromov-Wasserstein (GW) distance, rooted in optimal transport (OT) theory, quantifies dissimilarity between metric measure spaces and provides a framework for aligning heterogeneous datasets. While computational aspects of the GW problem have been widely studied, a duality theory and fundamental statistical questions concerning empirical convergence rates remained obscure. In this talk, I present our recent work that closes these gaps for the quadratic GW distance over Euclidean spaces of different dimensions $d_x$ and $d_y$. We treat both the standard and the entropically regularized GW distance and derive dual forms that represent them in terms of the well-understood OT and entropic OT (EOT) problems, respectively. This enables employing proof techniques from statistical OT based on regularity analysis of dual potentials and empirical process theory, using which we establish the first GW empirical convergence rates. The derived two-sample rates are $n^{-2/\max\{\min\{d_x,d_y\},4\}}$ (up to a log factor when $\min\{d_x,d_y\}=4$) for standard GW and $n^{-1/2}$ for EGW, which matches the corresponding rates for standard and entropic OT. The parametric rate for EGW is optimal, while for standard GW we provide matching lower bounds, which establish the sharpness of the derived rates. We also study the stability of EGW in the entropic regularization parameter and prove approximation and continuity results for the cost and optimal couplings. Our results serve as a first step towards a comprehensive statistical theory as well as computational advancements for GW distances, based on the discovered dual formulations.

France 2030

This seminar has benefited from a government grant managed by the ANR under France 2030 with the reference “ANR-22-CMAS-0002”.

The Speaker

Bharath is a invited researcher of Télécom Paris and Ecole Polytechnique (with the support of Hi! PARIS Center) in November 2023. Thanks to Florence D’Alché, Rémi Flamary and Ekhiñe Irurozkiand S2A Team for this opportunity.